Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 2.20% 0.43 CHF 0.44 CHF 300'000 100'000 300'000 100'000 135'014 CHF 46'005 CHF 99.44% 99.44%
19.11.2024 2.18% 0.44 CHF 0.45 CHF 300'000 100'000 300'000 100'000 136'465 CHF 46'488 CHF 98.95% 98.95%
18.11.2024 2.21% 0.45 CHF 0.46 CHF 300'000 100'000 300'000 100'000 134'101 CHF 45'701 CHF 97.64% 97.64%
15.11.2024 2.17% 0.44 CHF 0.45 CHF 300'000 100'000 300'000 100'000 137'177 CHF 46'726 CHF 99.44% 99.44%
14.11.2024 1.72% 0.60 CHF 0.61 CHF 300'000 100'000 300'000 100'000 172'470 CHF 58'490 CHF 99.44% 99.44%
13.11.2024 1.67% 0.58 CHF 0.59 CHF 300'000 100'000 300'000 100'000 177'820 CHF 60'273 CHF 96.93% 96.93%
12.11.2024 1.58% 0.62 CHF 0.63 CHF 300'000 100'000 300'000 100'000 188'793 CHF 63'931 CHF 96.92% 96.92%
11.11.2024 1.47% 0.66 CHF 0.67 CHF 300'000 100'000 300'000 100'000 201'953 CHF 68'318 CHF 98.88% 98.88%
08.11.2024 1.47% 0.67 CHF 0.68 CHF 300'000 100'000 300'000 100'000 203'307 CHF 68'769 CHF 93.36% 93.36%
07.11.2024 1.50% 0.65 CHF 0.66 CHF 300'000 100'000 300'000 100'000 198'116 CHF 67'039 CHF 98.69% 98.69%

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